R. Poulin
2006
A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Whom R. Poulin trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from R. Poulin's perspective
Ordered by how strongly the researchers R. Poulin trusts endorse each paper. Same corpus, a different order for every researcher.
- Valuing American Options by Simulation: A Simple Least-Squares Approach
- Valuing American Options in a Path Simulation Model
- The Pricing of Options and Corporate Liabilities
- Regression methods for pricing complex American-style options (IEEE Trans. Neural Networks)
- Simulation and Numerical Methods in Real Options Valuation
- Specification Analysis of Affine Term Structure Models
- Forecasting structural time series models and the kalman filter: Andrew Harvey, 1989, (Cambridge University Press), 554 pp., ISBN 0-521-32196-4
- Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates
- On the Convergence of Stochastic Iterative Dynamic Programming Algorithms
- Stable Function Approximation in Dynamic Programming
Their papers
- Valuing Real Capital Investments Using The Least-Squares Monte Carlo Method (2006) — 76 citations